CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3124 |
1.3459 |
0.0335 |
2.6% |
1.2654 |
| High |
1.3500 |
1.3711 |
0.0211 |
1.6% |
1.2940 |
| Low |
1.3107 |
1.3459 |
0.0352 |
2.7% |
1.2621 |
| Close |
1.3429 |
1.3664 |
0.0235 |
1.7% |
1.2914 |
| Range |
0.0393 |
0.0252 |
-0.0141 |
-35.9% |
0.0319 |
| ATR |
|
|
|
|
|
| Volume |
19 |
66 |
47 |
247.4% |
96 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4367 |
1.4268 |
1.3803 |
|
| R3 |
1.4115 |
1.4016 |
1.3733 |
|
| R2 |
1.3863 |
1.3863 |
1.3710 |
|
| R1 |
1.3764 |
1.3764 |
1.3687 |
1.3814 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3636 |
| S1 |
1.3512 |
1.3512 |
1.3641 |
1.3562 |
| S2 |
1.3359 |
1.3359 |
1.3618 |
|
| S3 |
1.3107 |
1.3260 |
1.3595 |
|
| S4 |
1.2855 |
1.3008 |
1.3525 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3782 |
1.3667 |
1.3089 |
|
| R3 |
1.3463 |
1.3348 |
1.3002 |
|
| R2 |
1.3144 |
1.3144 |
1.2972 |
|
| R1 |
1.3029 |
1.3029 |
1.2943 |
1.3087 |
| PP |
1.2825 |
1.2825 |
1.2825 |
1.2854 |
| S1 |
1.2710 |
1.2710 |
1.2885 |
1.2768 |
| S2 |
1.2506 |
1.2506 |
1.2856 |
|
| S3 |
1.2187 |
1.2391 |
1.2826 |
|
| S4 |
1.1868 |
1.2072 |
1.2739 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4782 |
|
2.618 |
1.4371 |
|
1.618 |
1.4119 |
|
1.000 |
1.3963 |
|
0.618 |
1.3867 |
|
HIGH |
1.3711 |
|
0.618 |
1.3615 |
|
0.500 |
1.3585 |
|
0.382 |
1.3555 |
|
LOW |
1.3459 |
|
0.618 |
1.3303 |
|
1.000 |
1.3207 |
|
1.618 |
1.3051 |
|
2.618 |
1.2799 |
|
4.250 |
1.2388 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3638 |
1.3554 |
| PP |
1.3611 |
1.3444 |
| S1 |
1.3585 |
1.3335 |
|